/**
* @param Account $account
* @param Security $security
* @return LotCollection
*/
public function findLotsByAccountAndSecurity(Account $account, Security $security)
{
$portfolio = $account->getClient()->getPortfolio();
$positions = $this->getPositionsByPortfolio($portfolio, $account, $security);
$lotCollection = new LotCollection();
foreach ($positions as $position) {
$lots = $this->getLastPositionLots($portfolio, $position['security_id'], $position['client_system_account_id']);
foreach ($lots as $lot) {
$lotCollection->add($lot);
}
if ($position['muni_id']) {
$muniLots = $this->getLastPositionLots($portfolio, $position['muni_id'], $position['client_system_account_id'], true);
foreach ($muniLots as $muniLot) {
$lotCollection->add($muniLot);
}
}
}
return $lotCollection;
}
public function testBuyRequiredCash()
{
$securityCollection1 = new SecurityCollection();
$securityCollection2 = new SecurityCollection();
$subclass1 = $this->getMockSubclass(array('id' => 1, 'current_allocation' => 5, 'target_allocation' => 20));
$security1 = $this->getMockSecurity(array('id' => 1, 'amount' => 1000, 'qty' => 100, 'name' => 'Security1', 'symbol' => 'Sec1'));
$subclass2 = $this->getMockSubclass(array('id' => 2, 'current_allocation' => 25, 'target_allocation' => 45));
$security2 = $this->getMockSecurity(array('id' => 2, 'amount' => 5000, 'qty' => 10, 'name' => 'Security2', 'symbol' => 'Sec2'));
$subclass3 = $this->getMockSubclass(array('id' => 3, 'current_allocation' => 70, 'target_allocation' => 35));
$security3 = $this->getMockSecurity(array('id' => 5, 'amount' => 14000, 'qty' => 20, 'name' => 'Security3', 'symbol' => 'Sec3'));
$security1->setSubclass($subclass1);
$subclass1->setSecurity($security1);
$security2->setSubclass($subclass2);
$subclass2->setSecurity($security2);
$security3->setSubclass($subclass3);
$subclass3->setSecurity($security3);
$securityCollection1->add($security1);
$securityCollection1->add($security2);
$securityCollection2->add($security3);
$lotsData = array(array('id' => 1, 'is_muni' => false, 'quantity' => 100, 'amount' => 1000, 'status' => Lot::LOT_IS_OPEN, 'security' => $security1, 'date' => '2012-01-01', 'initial' => array('id' => 1, 'date' => '2012-01-01')), array('id' => 2, 'is_muni' => false, 'quantity' => 10, 'amount' => 5000, 'status' => Lot::LOT_IS_OPEN, 'security' => $security2, 'date' => '2012-01-01', 'initial' => array('id' => 1, 'date' => '2012-01-01')), array('id' => 3, 'is_muni' => false, 'quantity' => 20, 'amount' => 14000, 'status' => Lot::LOT_IS_OPEN, 'security' => $security3, 'date' => '2012-01-01', 'initial' => array('id' => 1, 'date' => '2012-01-01')));
$lots = [];
foreach ($lotsData as $key => $data) {
/** @var Lot $lot */
$lot = $this->getMock('Model\\WealthbotRebalancer\\Lot', null);
$lot->loadFromArray($data);
$lots[$key + 1] = $lot;
}
$accountsData = array(array('id' => 1, 'is_ready_to_rebalance' => true, 'total_cash' => 100000, 'cash_buffer' => 2000, 'sas_cash' => 1000, 'billing_cash' => 500, 'scheduled_distribution' => 2300, 'one_time_distribution' => 0, 'client' => array('portfolio' => array('id' => 1), 'ria' => array('ria_company_information' => array('use_transaction_fees' => true, 'transaction_min_amount' => 400, 'transaction_min_amount_percent' => 1.5)))), array('id' => 2, 'is_ready_to_rebalance' => true, 'total_cash' => 150000, 'cash_buffer' => 1000, 'sas_cash' => 300, 'billing_cash' => 100, 'scheduled_distribution' => 0, 'one_time_distribution' => 2400, 'client' => array('portfolio' => array('id' => 1), 'ria' => array('ria_company_information' => array('use_transaction_fees' => true, 'transaction_min_amount' => 400, 'transaction_min_amount_percent' => 1.5)))));
$accountCollection = new AccountCollection();
foreach ($accountsData as $key => $data) {
/** @var Account $account */
$account = $this->getMock('Model\\WealthbotRebalancer\\Account', null);
$account->loadFromArray($data);
$securityCollectionVar = 'securityCollection' . ($key + 1);
$account->setSecurities(${$securityCollectionVar});
$accountCollection->add($account);
}
$client = $this->getMockClient(array('portfolio' => array('id' => 1)));
$client->setAccounts($accountCollection);
$lotRepository = $this->getMockLotRepository(array('findOrderedLots'));
$lotRepository->expects($this->any())->method('findOrderedLots')->will($this->returnCallback(function (Security $security) use($lots) {
$lotCollection = new LotCollection();
$lotCollection->add($lots[$security->getSubclass()->getId()]);
return $lotCollection;
}));
$securityTransactionRepository = $this->getMockSecurityTransactionRepository(array('findOneByPortfolioAndSecurity'));
/** @var WealthbotRebalancer $rebalancer */
$rebalancer = $this->getMockWealthbotRebalancer(array('getRepository', 'getJob', 'getClient', 'checkShortTermRedemption', 'checkTransaction', 'getRebalancerAction'), false);
$rebalancer->expects($this->any())->method('getRepository')->will($this->returnCallback(function ($repositoryName) use($lotRepository, $securityTransactionRepository) {
if ($repositoryName === 'Lot') {
return $lotRepository;
} elseif ($repositoryName === 'SecurityTransaction') {
return $securityTransactionRepository;
}
return null;
}));
$rebalancer->expects($this->any())->method('getJob')->will($this->returnValue($this->getMockJob(array('id' => 1))));
$rebalancer->expects($this->any())->method('getClient')->will($this->returnValue($client));
$rebalancer->expects($this->any())->method('checkShortTermRedemption')->will($this->returnValue(true));
$rebalancer->expects($this->any())->method('getRebalancerAction')->will($this->returnValue($this->getMockRebalancerAction(array('id' => 2))));
$rebalancer->buyRequiredCash();
$queue = $rebalancer->getRebalancerQueue();
$this->assertCount(3, $queue);
$item1 = $queue[0];
$this->assertEquals('Sec1', $item1->getSecurity()->getSymbol());
$this->assertEquals(100, $item1->getQuantity());
$this->assertEquals(0, $item1->getSecurity()->getQty());
$item2 = $queue[1];
$this->assertEquals('Sec2', $item2->getSecurity()->getSymbol());
$this->assertEquals(8, $item2->getQuantity());
$this->assertEquals(2, $item2->getSecurity()->getQty());
$item3 = $queue[2];
$this->assertEquals('Sec3', $item3->getSecurity()->getSymbol());
$this->assertEquals(4, $item3->getQuantity());
$this->assertEquals(16, $item3->getSecurity()->getQty());
$this->assertEquals(6000, $accountCollection->get(1)->getTotalCash());
$this->assertEquals(4300, $accountCollection->get(2)->getTotalCash());
}
public function testLotOrderForMuni()
{
$positions = array(array('client_system_account_id' => 222, 'muni_id' => 78, 'security_id' => 22222), array('client_system_account_id' => 333, 'muni_id' => null, 'security_id' => 33333));
/** @var LotRepository $mockRepository */
$mockRepository = $this->getMockBuilder('Model\\WealthbotRebalancer\\Repository\\LotRepository')->disableOriginalConstructor()->setMethods(array('getPositionsByPortfolio', 'getLastPositionLots'))->getMock();
$mockRepository->expects($this->any())->method('getPositionsByPortfolio')->will($this->returnValue($positions));
$mockRepository->expects($this->any())->method('getLastPositionLots')->will($this->returnCallback(function (Portfolio $portfolio, $securityId, $clientSystemAccountId, $isMuni = false) {
$lotCollection = new LotCollection();
$lot = new Lot();
$lot->setIsMuni($isMuni);
$lotCollection->add($lot);
return $lotCollection;
}));
$mockRepository->expects($this->any())->method('findLotsByAccountAndSecurity')->will($this->returnCallback(function (Portfolio $portfolio, $securityId, $clientSystemAccountId, $isMuni = false) {
$lotCollection = new LotCollection();
$lot = new Lot();
$lot->setIsMuni($isMuni);
$lotCollection->add($lot);
return $lotCollection;
}));
$lotCollection = $mockRepository->findLotsBySubclass(new Portfolio(), new Subclass(), new Account());
$lot1 = $lotCollection->first();
$this->assertFalse($lot1->getIsMuni());
$lot2 = $lotCollection->next();
$this->assertTrue($lot2->getIsMuni());
$lot3 = $lotCollection->next();
$this->assertFalse($lot3->getIsMuni());
//-------------------------------------------------------------------------------------------------------------/
$account = new Account();
$client = new Client();
$client->setPortfolio(new Portfolio());
$account->setClient($client);
$lotCollection = $mockRepository->findLotsByAccountAndSecurity($account, new Security());
$lot1 = $lotCollection->first();
$this->assertFalse($lot1->getIsMuni());
$lot2 = $lotCollection->next();
$this->assertTrue($lot2->getIsMuni());
$lot3 = $lotCollection->next();
$this->assertFalse($lot3->getIsMuni());
}
